Stocks

About 16 min

get_market_status Get Market Status

QuoteClient.get_market_status(market=Market.ALL, lang=None)

Description

Get the maket status of a queried market(pre-market,post-market), and get the most recent open time of this market

Rate Limit

Please refer to Rate Limit

Argument	Type	Description
market	Market	Market being queried, use enums defined in tigeropen.common.consts.Market, such as Market.US, see enums for details
lang	Language	Language, use enums defined in tigeropen.common.consts.Language, such as Language.zh_CN

Return

list

Each element is a MarketStatus object，MarketStatus is structured as follows：

Argument	Type	Description
market	str	name of the Market being queried
trading_status	str	status of the market. Possible status are: NOT_YET_OPEN, PRE_HOUR_TRADING, TRADING, MIDDLE_CLOSE, POST_HOUR_TRADING, CLOSING, EARLY_CLOSED, MARKET_CLOSED;
status	str	a description of the current market status
open_time	datetime	closest market open time in the future, a datetime object with tzinfo

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key file path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

market_status_list = quote_client.get_market_status(Market.US)

[MarketStatus({'market': 'US', 'status': 'PreMarket', 'open_time': datetime.datetime(2019, 1, 7, 9, 30, tzinfo=<DstTzInfo 'US/Eastern' EST-1 day, 19:00:00 STD>), 'trading_status': 'PRE_HOUR_TRADING'})]

get_trading_calendar

get trading calendar of market

QuoteClient.get_trading_calendar(market, begin_date=None, end_date=None)

Description

The trading day is obtained by excluding weekends and holidays from the natural day and does not exclude temporary market closures.

Provides a calendar from 2015 onwards to the end of this year. If it is out of range, the start and end times will be processed to be within the range of the provided data.

Rate limit

Please refer to Rate Limit

Arguments

Argument	Type	Description
market	Market	filter by market, you can use the enums defined in tigeropen.common.consts.Market, such as Market.US
begin_date	str	begin date of calendar，include this day. format yyyy-MM-dd, like '2022-06-01'
end_date	str	end date of calendar，exclude this day. format yyyy-MM-dd

begin_time and end_time arguments' description:

begin_time is passed	end_time is passed	description
yes	yes	begin_time, end_time are the values passed
yes	no	end_time is 365 days after begin_time
no	yes	begin_time is 365 days before end_time
no	no	begin_time is the current date, end_time is 30 days after begin_time

Return

list

Each item is a dict, which key's meaning as follows:

Argument	Type	Description
date	str	trade day date
type	str	trade day type. TRADING: whole day trading; EARLY_CLOSE: close market early

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

calendar = openapi_client.get_trading_calendar(Market.US, begin_date='2022-11-01', end_date='2022-12-01')
print(calendar)

Return example

[{'date': '2022-11-01', 'type': 'TRADING'}, {'date': '2022-11-02', 'type': 'TRADING'}, {'date': '2022-11-03', 'type': 'TRADING'}, 
 {'date': '2022-11-04', 'type': 'TRADING'}, {'date': '2022-11-07', 'type': 'TRADING'}, {'date': '2022-11-08', 'type': 'TRADING'},
 {'date': '2022-11-09', 'type': 'TRADING'}, {'date': '2022-11-10', 'type': 'TRADING'}, {'date': '2022-11-11', 'type': 'TRADING'}, 
 {'date': '2022-11-14', 'type': 'TRADING'}, {'date': '2022-11-15', 'type': 'TRADING'}, {'date': '2022-11-16', 'type': 'TRADING'}, 
 {'date': '2022-11-17', 'type': 'TRADING'}, {'date': '2022-11-18', 'type': 'TRADING'}, {'date': '2022-11-21', 'type': 'TRADING'}, 
 {'date': '2022-11-22', 'type': 'TRADING'}, {'date': '2022-11-23', 'type': 'TRADING'}, {'date': '2022-11-25', 'type': 'EARLY_CLOSE'},
 {'date': '2022-11-28', 'type': 'TRADING'}, {'date': '2022-11-29', 'type': 'TRADING'}, {'date': '2022-11-30', 'type': 'TRADING'}]

get_symbols Get Stock Symbols

QuoteClient.get_symbols(market=Market.ALL, include_otc=False)

Description

Get ticker symobls of all securities of the selected market, including delisted stocks or stocks that are not available for trade

Rate Limit

Please refer to Rate Limit

Arguments

Argument	Type	Description
market	Market	filter by market, you can use the enums defined in tigeropen.common.consts.Market, such as Market.US
include_otc	bool	if include OTC stocks, default is False.

Retrun

list

The element are ticker symbols for all securities in the market, including symbols for delisted and untradable securities. Symbols begins with '. ' means indexes, such as '.dji' stands for Dow Jones Index.

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key file path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

symbols = quote_client.get_symbols(market.US)
print(symbols)

Return Example

['.DJI', '.IXIC', '.SPX', 'A', 'AA', 'AAA', 'AAAU', 'AAC', 'AAC.U', 'AAC.WS', 'AACG', 'AACI', 'AACIU', 'AACIW', 'AACQW', 'AADI', 'AADR', 'AAIC', 'AAIN', 'AAL', 'AAMC', 'AAME', 'AAN', 'AAOI', 'AAON', 'AAP', 'AAPL',....,'ZYME', 'ZYNE', 'ZYXI']

get_symbol_names Get Symbols and Names

QuoteClient.get_symbol_names(market=Market.ALL, include_otc=False)

Description

Get the ticker symbols and names of all securities in the selected market

Rate Limit

Refer to rate limit

Arguments

Argument	Type	Description
market	Market	filter by market, you can use the enums defined in tigeropen.common.consts.Market, such as Market.US
include_otc	bool	if include OTC stocks, default is False.

Response

list

Structured as follows：

Each object in the list is a tuple. The first element of the tuple is the symbol and the second element is the name

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

symbol_names = quote_client.get_symbol_names(market=Market.ALL)
print(symbol_names)

Response Example

[('AAAP', 'Advanced Accelerator Applications SA'), ('AAAU', 'Perth Mint Physical Gold ETF'), ('AABA', 'Altaba'), ('AAC', 'AAC Holdings Inc')]

get_timeline Get timeline

QuoteClient.get_timeline(symbols, include_hour_trading=False, begin_time=-1, lang=None)

Description

Get the latest timeline data, which contains one-minute price data of the stock. This method will only return data from last trading day, use get_bars method to inqury

Rate Limit

Refer to：Rate limit

Argument

Argument	Type	Description
symbols	`list[str]`	Symbols of stocks, with a maximum of 50 per request. Example: ['AAPL', 'MSFT']
include_hour_trading	bool	Whether data after regular trading hours is included. Optional. Use True or False
begin_time	str	The beginning time of the first data point, Use timestamp or a time string. Format: 1639386000000 or '2019-06-07 23:00:00' or '2019-06-07'
lang	Language	Language supported, use enums defined in tigeropen.common.consts.Language

Response

pandas.DataFrame

Structured as follows：

COLUMN	Type	Description
symbol	str	Ticker symbol of asset. such as AAPL
time	int	Timestamp. Example: 1639386000000
price	float	close price of current one-minute bar
avg_price	float	volume weighted average price
pre_close	float	close price of last trading day
volume	int	volume of current one-minute bar
trading_session	str	Possible values are: "pre_market", "regular" and "after_hours"

Example

import pandas as pd
from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

timeline = quote_client.get_timeline(['01810'], include_hour_trading=False)

# format time into human readable time
timeline['cn_date'] = pd.to_datetime(timeline['time'], unit='ms').dt.tz_localize('UTC').dt.tz_convert('Asia/Shanghai')
timeline['us_date'] = pd.to_datetime(timeline['time'], unit='ms').dt.tz_localize('UTC').dt.tz_convert('US/Eastern')

Response Example

symbol           time    price  avg_price  pre_close  volume trading_session
0     01810  1547217000000  23.4700  23.211563       23.4  233000         regular
1     01810  1547217060000  23.6700  23.408620       23.4  339296         regular
2     01810  1547217120000  23.5900  23.423038       23.4   46337         regular
3     01810  1547217180000  23.5000  23.428830       23.4   66697         regular
4     01810  1547217240000  23.5108  23.433360       23.4   46762         regular

get_timeline_history Get history timeline

QuoteClient.get_timeline_history(symbols, date, right)

Description

Get the historical time-share data for a certain date

Rate Limit

Refer to：Rate limit

Argument

Argument	Type	Required	Description
symbols	`list[str]`	Yes	security code list, Up to 50 passes at a time, e.g. ['AAPL', 'TSLA']
date	str	Yes	timeline date. e.g. '2022-04-14'
right	QuoteRight	No	quote right，refer to: tigeropen.common.consts.QuoteRight enum.

Response

pandas.DataFrame

Argument	Type	Description
symbol	str	security code, e.g. AAPL
time	int	millisecond timestamp, e.g. 1639386000000
price	float	current minute closing price
avg_price	float	volume-weighted average price to the current time

Example

import pandas as pd
from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

timeline = quote_client.get_timeline_history(['AAPL', 'BABA'], '2021-04-11')

# Converts time to the datetime of the corresponding timezone
timeline['cn_date'] = pd.to_datetime(timeline['time'], unit='ms').dt.tz_localize('UTC').dt.tz_convert('Asia/Shanghai')
timeline['us_date'] = pd.to_datetime(timeline['time'], unit='ms').dt.tz_localize('UTC').dt.tz_convert('US/Eastern')


# Use symbol as filter
df = timeline.loc[timeline['symbol'] == 'AAPL']

Response Example

           symbol           time   volume     price   avg_price                   cn_date                   us_date
        0     AAPL  1649683800000  1569372  168.5000  168.749760 2022-04-11 21:30:00+08:00 2022-04-11 09:30:00-04:00
        1     AAPL  1649683860000   323022  168.5800  168.739030 2022-04-11 21:31:00+08:00 2022-04-11 09:31:00-04:00
        2     AAPL  1649683920000   362722  168.3230  168.713610 2022-04-11 21:32:00+08:00 2022-04-11 09:32:00-04:00
        3     AAPL  1649683980000   511613  167.8300  168.637360 2022-04-11 21:33:00+08:00 2022-04-11 09:33:00-04:00
        4     AAPL  1649684040000   332041  167.7700  168.587750 2022-04-11 21:34:00+08:00 2022-04-11 09:34:00-04:00
        ..     ...            ...      ...       ...         ...                       ...                       ...
        385   BABA  1649706900000    98750  101.5600  102.089710 2022-04-12 03:55:00+08:00 2022-04-11 15:55:00-04:00
        386   BABA  1649706960000    74946  101.5984  102.088660 2022-04-12 03:56:00+08:00 2022-04-11 15:56:00-04:00
        387   BABA  1649707020000    88570  101.5900  102.087290 2022-04-12 03:57:00+08:00 2022-04-11 15:57:00-04:00
        388   BABA  1649707080000   113611  101.5207  102.085380 2022-04-12 03:58:00+08:00 2022-04-11 15:58:00-04:00
        389   BABA  1649707140000   430195  101.5500  102.076324 2022-04-12 03:59:00+08:00 2022-04-11 15:59:00-04:00

get_trade_ticks Get Trade Ticks

QuoteClient.get_trade_ticks(symbols, trade_session=None, begin_index=0, end_index=30, limit=30, lang=None)

Description

To obtain transaction data by transaction, this interface can support the query of the full transaction record of the current trading day after the market closes, and can also support the query of the latest real-time transaction record in the market.

Rate Limit

Please refer to Rate Limit

Argument

Argument	Type	Description
symbols	`list[str]`	Ticker symbol of a list of stocks
trade_session	tigeropen.common.consts.TradingSession	Trade session，PreMarket/Regular/AfterHours. Optional，default TradingSession.Regular
begin_index	int	Start index
end_index	int	End index
limit	int	Upper limit of the number of data points
lang	Language	Language supported, Use enums defined under tigeropen.common.consts.Language

begin_index, end_index arguments description

query type	begin_index	end_index	description
query latest data	-1	-1	limit default value 200
query by section	index number	index number	for example：begin_index=10, end_index=100 ，Returns 90 rows containing 10 to 99. If limit is set to 20, 20 records from 10 to 29 will be returned.

Response

pandas.DataFrame

Structured as below：

Argument	Type	Description
index	int	index
time	int	timestamp in millisecond
price	float	price
volume	int	volume
direction	str	direction of the price change, "+" stands for "active buy", "-" stands for "active sell", "*" stands for "neutral transaction"

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

# query latest tick data
ticks = quote_client.get_trade_ticks(['AAPL'], begin_index=-1, end_index=-1)


ticks = quote_client.get_trade_ticks(['00700'])
# request pre trading hours data
ticks = quote_client.get_trade_ticks(['AAPL'], trade_session=TradingSession.PreMarket)

Response Example

    symbol           time   volume   price direction   index
0     AAPL  1712347199527      291  169.53         -  521645
1     AAPL  1712347199564      200  169.53         -  521646
2     AAPL  1712347199564      400  169.53         -  521647
3     AAPL  1712347199564      500  169.53         -  521648
4     AAPL  1712347199566      900  169.53         -  521649
..     ...            ...      ...     ...       ...     ...
395    AMD  1712347200234       40  170.40         *  556800
396    AMD  1712347200273       55  170.39         *  556801
397    AMD  1712347200274        5  170.39         *  556802
398    AMD  1712347200488  1577655  170.42         *  556803
399    AMD  1712347200489       33  170.42         *  556804

get_stock_briefs Get Stock Briefs

QuoteClient.get_stock_briefs(symbols, lang=None)

Description

Get real-time data for a stock/stocks. An active market quote permission is required.

Rate Limit

Refer to Rate Limit

Argument

Argument	Type	Description
symbols	`list[str]`	Symbols of stocks, with a maximum of 50 per request. Example: ['AAPL', 'MSFT']
lang	Language	Language supported, use enums defined in tigeropen.common.consts.Language
include_hour_trading	bool	Whether to include U.S. stocks before and after the market data, default: false

Response

pandas.DataFrame

Structured as follows：

COLUMN	Type	Description
symbol	str	Ticker symbol of a specific stock
ask_price	float	Ask price
ask_size	int	Ask size
bid_price	float	Bid price
bid_size	int	Bid size
pre_close	float	Close price of the last trading day
latest_price	float	Latest price
latest_time	int	Time when last trade is made. Unix timestamp, example: 1547516984730
volume	int	Volume
open	float	Opening price
high	float	High price
low	float	Low price
status	str	Trading status
adj_pre_close	str	复权调整后的昨收价格
hour_trading_tag	str	pre-market("Pre-Mkt")、post-market("Post-Mkt") tag
hour_trading_latest_price	float	latest price
hour_trading_latest_time	str	latest trade time
hour_trading_volume	int	trading volume
hour_trading_timestamp	int	latest trade time in timestamp(ms)

Possible trading status:

"UNKNOWN"
"NORMAL"
"HALTED"
"DELIST"
"NEW"
"ALTER"

Example

import pandas as pd
from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

briefs = quote_client.get_stock_briefs(['00700'])

# format latest_time to human readable time
briefs['cn_date'] = pd.to_datetime(briefs['latest_time'], unit='ms').dt.tz_localize('UTC').dt.tz_convert('Asia/Shanghai')
briefs['us_date'] = pd.to_datetime(briefs['latest_time'], unit='ms').dt.tz_localize('UTC').dt.tz_convert('US/Eastern')

Return Example

  symbol    open    high     low   close  pre_close  latest_price    latest_time  ask_price  ask_size  bid_price  bid_size    volume  status  adj_pre_close hour_trading_tag  hour_trading_latest_price  hour_trading_pre_close hour_trading_latest_time  hour_trading_volume  hour_trading_timestamp                   cn_date                   us_date
0   MARA   15.28   16.74   15.24   15.67      15.32         15.67  1688760000000      15.79       200      15.75       300  60526218  NORMAL          15.67          Pre-Mkt                      15.79                   15.67                05:43 EDT                58654           1688982215635 2023-07-08 04:00:00+08:00 2023-07-07 16:00:00-04:00
1   MSFT  339.32  341.79  337.00  337.22     341.27        337.22  1688760000000     334.60       600     334.25       800  21214824  NORMAL         337.22          Pre-Mkt                     334.27                  337.22                05:43 EDT                58514           1688982207634 2023-07-08 04:00:00+08:00 2023-07-07 16:00:00-04:00

get_stock_delay_briefs Get Delayed Data (Free)

QuoteClient.get_stock_delay_briefs(symbols, lang=None)

Description

Get delayed market data for U.S. stocks. An active market data permission subscription is not required. This data is only available for U.S stocks. The data is delayed by 15 minutes

Rate Limit

Please refer to Rate Limit

Argument

Argument	Type	Description
symbols	`list[str]`	A list of ticker symbols, only U.Ss makret is supported. Example: ['AAPL', 'MSFT']
lang	Language	Supported languages, Use enums defined by tigeropen.common.consts.Language. Example: Language.en_US

Response

pandas.DataFrame

Structured as below:

Argument	Type	Description
symbol	str	Ticker symbol of the stock
pre_close	float	close price of last trading day
time	int	Last update time, format: UNIX timestamp. Example: 1639429200000
volume	int	Volume
open	float	Opening price
high	float	High Price
low	float	Low price
close	float	Close price
halted	float	Status of the stock (0: Normal 3: Halt 4: Delisted 7: New 8: Alter)

Example

import pandas as pd
from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

briefs = quote_client.get_stock_briefs(['AAPL'])

# format time into 
briefs['cn_date'] = pd.to_datetime(briefs['time'], unit='ms').dt.tz_localize('UTC').dt.tz_convert('Asia/Shanghai')
briefs['us_date'] = pd.to_datetime(briefs['time'], unit='ms').dt.tz_localize('UTC').dt.tz_convert('US/Eastern')

Response Example

symbol  pre_close  halted           time    open   high       low  close  \
0   AAPL     174.33     0.0  1639602000000  175.11  179.5  172.3108  179.3   

    volume                   cn_date                   us_date  
0  131063257 2021-12-16 05:00:00+08:00 2021-12-15 16:00:00-05:00

get_bars Get Bars of a Stock

QuoteClient.get_bars(symbols, period=BarPeriod.DAY, begin_time=-1, end_time=-1, right=QuoteRight.BR, limit=251, lang=NONE)

Description

Get the K-line data of a specified stock, and different time granularities can be specified. Currently, this interface supports obtaining K-line data in units of day, week, month, year, minute, 5 minutes, 15 minutes, 30 minutes, and 60 minutes. Considering the performance and stability of the interface, the maximum number of requests for this interface is 1200. For users who need more historical data for analysis or backtesting, it can be requested through the get_bars_by_page method. You can also implement the loop yourself to obtain historical data with a longer time range through multiple requests.

Rate Limit

Please refer to Rate Limit

Argument

Argument	Type	Description
symbols	`list[str]`	A list of symbols. Maximum 50 per request, example: ['AAPL', 'GOOG']
period	BarPeriod	K line period. Default is BarPeriod.DAY. Use enums defined in tigeropen.common.consts.BarPeriod. Example: BarPeriod.DAY。 'day'/'week'/'month'/'year'/'1min'/'5min'/'15min'/'30min'/'60min'
begin_time	int/str	Begin time. Unix time stamp in millisecond or a date string. Example: 1639371600000 / '2019-06-07 23:00:00' / '2019-06-07'
end_time	int/str	End time. Unix time stamp in millisecond or a date string. Example: 1639371600000 / '2019-06-07 23:00:00' / '2019-06-07'
right	QuoteRight	Adjuestment type. Default value is forward adjustment. Use enums defined in tigeropen.common.consts.QuoteRight. Example: QuoteRight.BR-forward adjust. QuoteRight.NR-No adjustment
limit	int	The maximum number of bars returned. Default value is 251
lang	Language	Supported language. Use enums defined in tigeropen.common.consts.Language. Example: Language.zh_CN

Resoponse

pandas.DataFrame

Strutured as below：

Argument	Type	Description
time	int	Timestamp. Example: 1639371600000
open	float	Opening price of a bar
close	float	Closing price of a bar
high	float	High pricce of a bar
low	float	low price of a bar
volume	float	Volume of a bar
amount	float	amount of a bar

Example

import pandas as pd
from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

bars = quote_client.get_bars(['AAPL'])
print(bars.head())

# Format time
bars['cn_date'] = pd.to_datetime(bars['time'], unit='ms').dt.tz_localize('UTC').dt.tz_convert('Asia/Shanghai')
bars['us_date'] = pd.to_datetime(bars['time'], unit='ms').dt.tz_localize('UTC').dt.tz_convert('US/Eastern')

Response Example

  symbol           time      open      high       low   close    volume  
0     00700  1515474000000  174.5500  175.0600  173.4100  174.33  21583997   
1     00700  1515560400000  173.1600  174.3000  173.0000  174.29  23959895   
2     00700  1515646800000  174.5900  175.4886  174.4900  175.28  18667729   
3     00700  1515733200000  176.1800  177.3600  175.6500  177.09  25418080   
4     00700  1516078800000  177.9000  179.3900  176.1400  176.19  29565947

get_bars_by_page Get bars by page

QuoteClient.get_bars_by_page(symbol, period=BarPeriod.DAY, begin_time=-1, end_time=-1, total=10000, page_size=1000, right=QuoteRight.BR, time_interval=2, lang=None)

Description

Get the bar data of the specified stock in a pagination.

Rate Limit

Refer to [Rate Limit](

Argument

Argument	Type	Required	Description
symbol	str	Yes	security code
period	BarPeriod	No	Bar period type.Default is BarPeriod.DAY, refer to: tigeropen.common.consts.BarPeriod enum. e.g. BarPeriod.DAY. all available values: 'day'/'week'/'month'/'year'/'1min'/'5min'/'15min'/'30min'/'60min'
begin_time	int or str	No	begin time. supports millisecond-level timestamps or date strings, e.g. 1639371600000 or '2019-06-07 23:00:00' or '2019-06-07'
end_time	int or str	No	end time.supports millisecond-level timestamps or date strings, e.g. 1639371600000 or '2019-06-07 23:00:00' or '2019-06-07'
total	int	No	total request bar count. default: 10000
page_size	int	No	bar page size. default: 1000
time_interval	int	No	time interval seconds, default: 2 seconds
right	QuoteRight	No	Quote Right. refer to `tigeropen.common.consts.QuoteRight` enum, e.g. QuoteRight.BR, QuoteRight.NR
limit	int	No	limitation count. default: 251
lang	Language	No	support language, refer to `tigeropen.common.consts.Language` enum, e.g. Language.zh_CN

Response

pandas.DataFrame

Argument	Type	Description
time	int	millsecond timestamp，e.g. 1639371600000
open	float	Bar open price
close	float	Bar close price
high	float	Bar highest price
low	float	Bar lowest price
volume	float	Bar volume
next_page_token	str	next page token

Example

import pandas as pd
from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

bars = quote_client.get_bars_by_page('AAPL')
print(bars.head())

Response Example

  symbol           time    open      high     low   close     volume                                    next_page_token
0   AAPL  1650254400000  163.92  166.5984  163.57  165.07   69023941  a2xpbmUyLjB8QUFQTHxkYXl8MTY1MTMzNDQwMDAwMHwxNj...
1   AAPL  1650340800000  165.02  167.8200  163.91  167.40   67723833  a2xpbmUyLjB8QUFQTHxkYXl8MTY1MTMzNDQwMDAwMHwxNj...
2   AAPL  1650427200000  168.76  168.8800  166.10  167.23   67929814  a2xpbmUyLjB8QUFQTHxkYXl8MTY1MTMzNDQwMDAwMHwxNj...
3   AAPL  1650513600000  168.91  171.5300  165.91  166.42   87227768  a2xpbmUyLjB8QUFQTHxkYXl8MTY1MTMzNDQwMDAwMHwxNj...
4   AAPL  1650600000000  166.46  167.8699  161.50  161.79   84882424  a2xpbmUyLjB8QUFQTHxkYXl8MTY1MTMzNDQwMDAwMHwxNj...
5   AAPL  1650859200000  161.12  163.1700  158.46  162.88   96046376  a2xpbmUyLjB8QUFQTHxkYXl8MTY1MTMzNDQwMDAwMHwxNj...
6   AAPL  1650945600000  162.25  162.3400  156.72  156.80   95623240  a2xpbmUyLjB8QUFQTHxkYXl8MTY1MTMzNDQwMDAwMHwxNj...
7   AAPL  1651032000000  155.91  159.7900  155.38  156.57   88063191  a2xpbmUyLjB8QUFQTHxkYXl8MTY1MTMzNDQwMDAwMHwxNj...

get_depth_quote Get Depth Quote

QuoteClient.get_depth_quote(symbols, market)

Description

Get market depth quote, including price, quantity and number of orders, Request limit is 50 symbols per request

CAUTION

The closing auction time of Hong Kong stocks is 16:00-16:10 (the market closes randomly between 16:08 and 16:10), and the last ask-bid data is generally delayed to update one or two minutes after 16:10

Rate Limit

Refer to Rate Limit

Argument

Argument	Type	Description
symbols	`list[str]`	A list of stock ticker symbols, maximum number is 50
market	Market	Market being quoted, use enums defined by tigeropen.common.consts.Market

Response

dict

Example:

  #for a single symbol:
  {'symbol': '02833',
    'asks': [(27.4, 300, 2), (27.45, 500, 1), (27.5, 4400, 1), (27.55, 0, 0), (27.6, 5700, 3), (27.65, 0, 0),
            (27.7, 500, 1), (27.75, 0, 0), (27.8, 0, 0), (27.85, 0, 0)],
    'bids': [(27, 4000, 3), (26.95, 200, 1), (26.9, 0, 0), (26.85, 400, 1), (26.8, 0, 0), (26.75, 0, 0),
            (26.7, 0, 0), (26.65, 0, 0), (26.6, 0, 0), (26.55, 0, 0)]
  }

  #for a list of symbols:
  {'02833':
      {'symbol': '02833',
        'asks': [(27.35, 200, 1), (27.4, 2100, 2), (27.45, 500, 1), (27.5, 4400, 1), (27.55, 0, 0),
                (27.6, 5700, 3), (27.65, 0, 0), (27.7, 500, 1), (27.75, 0, 0), (27.8, 0, 0)],
        'bids': [(27.05, 100, 1), (27, 5000, 4), (26.95, 200, 1), (26.9, 0, 0), (26.85, 400, 1), (26.8, 0, 0),
              (26.75, 0, 0), (26.7, 0, 0), (26.65, 0, 0), (26.6, 0, 0)]
      },
  '02828':
      {'symbol': '02828',
        'asks': [(106.6, 6800, 7), (106.7, 110200, 10), (106.8, 64400, 8), (106.9, 80600, 8), (107, 9440, 16),
              (107.1, 31800, 5), (107.2, 11800, 4), (107.3, 9800, 2), (107.4, 9400, 1), (107.5, 21000, 9)],
        'bids': [(106.5, 62800, 17), (106.4, 68200, 9), (106.3, 78400, 6), (106.2, 52400, 4), (106.1, 3060, 4),
                (106, 33400, 4), (105.9, 29600, 3), (105.8, 9600, 2), (105.7, 15200, 2), (105.6, 0, 0)]}
      }

Data is organized as (price，quantity，order count) :

[(ask_price1, ask_volume1, order_count), (ask_price2, ask_volume2, order_count), ...]
[(bid_price1, bid_volume2, order_count), (bid_price2, bid_volume2, order_count), ...]

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

depth_quote = quote_client.get_depth_quote(['02833'], Market.HK)

Return

{'symbol': '02833',
'asks': [(27.4, 300, 2), (27.45, 500, 1), (27.5, 4400, 1), (27.55, 0, 0), (27.6, 5700, 3), (27.65, 0, 0),
        (27.7, 500, 1), (27.75, 0, 0), (27.8, 0, 0), (27.85, 0, 0)],
'bids': [(27, 4000, 3), (26.95, 200, 1), (26.9, 0, 0), (26.85, 400, 1), (26.8, 0, 0), (26.75, 0, 0),
        (26.7, 0, 0), (26.65, 0, 0), (26.6, 0, 0), (26.55, 0, 0)]
}

get_short_interest Get Short Interest) [Useless]

QuoteClient.get_short_interest(symbols, lang=None)

Description

Get short interest of a stock/stocks

Rate Limit

Refer to Rate Limit

Argument

Argument	Type	Description
symbols	`list[str]`	A list of symbols, maximum number of symbols supported is 100
lang	Language	Language supported, Use the enums under tigeropen.common.consts.Language

Response

pandas.DataFrame

COLUMN	Type	Description
symbol	str	Ticker symbol of a selected stock
settlement_date	str	Settlement date
short_interest	int	Short interest of the stock
avg_daily_volume	int	Daily average volume of the last trading day
days_to_cover	float	days to cover, which equals short interest/average daily volume.
percent_of_float	float	Percent of float

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

short_interest = quote_client.get_short_interest(['GOOG', 'AAPL', '00700'])

Response Example

symbol settlement_date  short_interest  avg_daily_volume  days_to_cover   percent_of_float  
0    GOOG      2018-12-14         2193320           1894404       1.000000             0.7000  
1    GOOG      2018-11-30         2580444           1846248       1.000000             0.8000  
2    GOOG      2018-11-15         2300074           1677483       1.000000             0.8000  
3    GOOG      2018-10-31         2206410           2371360       1.000000             0.7000  
4    GOOG      2018-10-15         2103149           1821532       1.000000             0.7000

get_trade_metas Get Trade Requirement Information

QuoteClient.get_trade_metas(symbols)

Description

Get the required information for trading, such as lot size, for a tradable asset.

Rate Limit

Please refer to Rate Limit

Argument

Argument	Type	Description
symbols	`list[str]`	A list of stock symbols, maximum limit being returned is 50

Response

pandas.DataFrame

Structured as follows:

COLUMN	Type	Description
symbol	str	Ticker symbol of stocks
lot_size	int	lot size
min_tick	float	tick size
spread_scale	float	spread_scale

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

trade_metas = quote_client.get_trade_metas(symbols=['00700', '00336'])

Response Example

symbol  lot_size  min_tick  spread_scale
0  00700       100      0.20             0
1  00336      1000      0.01             0

get_capital_flow

QuoteClient.get_capital_flow

Description

Get capital net inflow Data, including different time periods, such as daily, weekly, monthly, etc.

Argument

Argument	Type	Required	Description
symbol	string	Yes	symbol
period	string	Yes	period, possible values are: intraday, day, week, month, year, quarter, 6month
market	string	Yes	US-U.S. Stocks, HK-Hongkong Stocks, CN-A-Shares
begin_time	long	No	Begin time. Unix time stamp in millisecond or a date string. Example: 1639371600000, default value is -1, which means unbounded.
end_time	long	No	End time. Unix time stamp in millisecond or a date string. Example: 1639371600000, default value is -1, which means unbounded.
limit	integer	No	The maximum number of points returned. Default value is 200. Maximum is 1200
lang	string	No	Language: zh_CN,zh_TW,en_US. en_US by default

Return

pandas.DataFrame

Argument	Type	Description
symbol	string	stock symbol
period	string	period type
time	string	time string，real-time format is "11-25 12:48:00 EST"，non real-time format is "2022-11-22"
timestamp	int	timestamp in millisecond
net_inflow	float	net inflow, negative means outflow

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

result = quote_client.get_capital_flow('AAPL', market=Market.US, period=CapitalPeriod.INTRADAY)
print(result)

#get fist lane net_inflow
result.iloc[0]['net_inflow']
# or result['net_inflow'].iloc[0]

Return example

           time      timestamp    net_inflow symbol period
0    2022-02-24  1645678800000 -5.889058e+08   AAPL    day
1    2022-02-25  1645765200000 -1.229127e+08   AAPL    day
2    2022-02-28  1646024400000  1.763644e+08   AAPL    day

get_capital_distribution

QuoteClient.get_capital_distribution

Description

Get capital distribution.

Argument

Argument	Type	Required	Description
symbol	string	Yes	symbol
market	string	Yes	US-U.S. Stocks, HK-Hongkong Stocks, CN-A-Shares
lang	string	No	Language: zh_CN,zh_TW,en_US. en_US by default

Return

tigeropen.quote.domain.capital_distribution.CapitalDistribution

Name	Type	Description
symbol	string	symbol
net_inflow	double	net inflow(inAll - outAll)
in_all	double	all inflow(inBig + inMid + inSmall)
in_big	double	big orders's inflow
in_mid	double	median orders's inflow
in_small	double	small orders's inflow
out_all	double	all outflow(outBig + outMid + outSmall)
out_big	double	big orders's outflow
out_mid	double	median orders's outflow
out_small	double	small orders's outflow

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

result = quote_client.get_capital_distribution('JD', market=Market.US)
print(result)

Return example

CapitalDistribution({'symbol': 'JD', 'net_inflow': -14178801.76, 'in_all': 157357147.5,
'in_big': 25577130.842900004, 'in_mid': 13664116.789999994, 'in_small': 118115899.86410056,
'out_all': 171535949.25, 'out_big': 22642951.677099995, 'out_mid': 12733553.691200001,
'out_small': 136159443.88620025})

get_stock_broker

QuoteClient.get_stock_broker

Get stock broker infomation.

Argument

Argument	Type	Required	Description
symbol	string	Yes	symbol
limit	integer	No	The maximum number of points returned. Default value is 40. Maximum is 60
lang	string	No	Language: zh_CN,zh_TW,en_US. en_US by default

Response

tigeropen.quote.domain.stock_broker.StockBroker

Name	Type	Description
symbol	str	stock symbol
bid_broker	tigeropen.quote.domain.stock_broker.LevelBroker	LevelBroker
ask_broker	tigeropen.quote.domain.stock_broker.LevelBroker	LevelBroker

LevelBroker：

Name	Type	Description
level	integer	price level
price	double	price
broker_count	integer	the count of borkers
broker	list[igeropen.quote.domain.stock_broker.Broker]	list of Broker

Broker：

Name	Type	Description
id	str	broker id
name	str	broker name

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

result = quote_client.get_stock_broker('01810', limit=5)
print(result)

Response Example

StockBroker({'symbol': '01810',
    'bid_broker': [
        LevelBroker({'level': 1, 'price': 11.46, 'broker_count': 5,
            'broker': [Broker({'id': '5999', 'name': ''}), Broker({'id': '4374', 'name': ''}),
                    Broker({'id': '1438', 'name': 'Susquehanna'}), Broker({'id': '4821', 'name': ''}),
                     Broker({'id': '6998', 'name': ''})]})],
    'ask_broker': [
        LevelBroker({'level': 1, 'price': 11.48, 'broker_count': 5,
            'broker': [Broker({'id': '4374', 'name': ''}), Broker({'id': '9056', 'name': ''}),
                    Broker({'id': '2027', 'name': ''}), Broker({'id': '4821', 'name': ''}),
                    Broker({'id': '4374', 'name': ''})]})]})

Stocks

# get_market_status Get Market Status

# get_trading_calendar

# get_symbols Get Stock Symbols

# get_symbol_names Get Symbols and Names

# get_timeline Get timeline

# get_timeline_history Get history timeline

# get_trade_ticks Get Trade Ticks

# get_stock_briefs Get Stock Briefs

# get_stock_delay_briefs Get Delayed Data (Free)

# get_bars Get Bars of a Stock

# get_bars_by_page Get bars by page

# get_depth_quote Get Depth Quote

# get_short_interest Get Short Interest) [Useless]

# get_trade_metas Get Trade Requirement Information

# get_capital_flow

# get_capital_distribution

# get_stock_broker

get_market_status Get Market Status

get_trading_calendar

get_symbols Get Stock Symbols

get_symbol_names Get Symbols and Names

get_timeline Get timeline

get_timeline_history Get history timeline

get_trade_ticks Get Trade Ticks

get_stock_briefs Get Stock Briefs

get_stock_delay_briefs Get Delayed Data (Free)

get_bars Get Bars of a Stock

get_bars_by_page Get bars by page

get_depth_quote Get Depth Quote

get_short_interest Get Short Interest) [Useless]

get_trade_metas Get Trade Requirement Information

get_capital_flow

get_capital_distribution

get_stock_broker